Calculates market depth (the amount of assets avaiable to trade within a certain price region) Inspired by Uniswap market depth study and python implimentation
Can be used for routing heuritistics, onchain liquidity calculations, or for plotting.
sqrtDepthX96 is sqrt(1 + \delta) * 2^96 where \delta is the price region that you want to calculate.
For example, 2% market depth is 80016521857016597127997947904 or sqrt(1 + .02) * 2^96.
side provides the depth in either higher, lower, and both (which is higher + lower).
amountInToken0 determines the token that depth is quoted in (token0 or token1)
We test using a python script with ffi so you need to install eth_abi
python3 -m pip install eth_abi
Then run the tests with:
forge test --ffi